Related papers: Bayesian inference for continuous time animal move…
More than ever, today we are left with the abundance of molecular data outpaced by the advancements of the phylogenomic methods. Especially in the case of presence of many genes over a set of species under the phylogeny question, more…
A method for sequential Bayesian inference of the static parameters of a dynamic state space model is proposed. The method is based on the observation that many dynamic state space models have a relatively small number of static parameters…
We consider the problem of flexible modeling of higher order hidden Markov models when the number of latent states and the nature of the serial dependence, including the true order, are unknown. We propose Bayesian nonparametric methodology…
Representations of sequential data are commonly based on the assumption that observed sequences are realizations of an unknown underlying stochastic process, where the learning problem includes determination of the model parameters. In this…
We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling. Our approach performs variational inference over both the…
The inference of Markov models from data on stochastic dynamical trajectories over the large time-window $T$ is revisited via the Large Deviations at Level 2.5 for the time-empirical density and the time-empirical flows. The goal is to…
Bayesian inference provides a principled way of estimating the parameters of a stochastic process that is observed discretely in time. The overdamped Brownian motion of a particle confined in an optical trap is generally modelled by the…
We present a probabilistic generative model for inferring a description of coordinated, recursively structured group activities at multiple levels of temporal granularity based on observations of individuals' trajectories. The model…
This work develops a measurement-driven and model-based formal verification approach, applicable to systems with partly unknown dynamics. We provide a principled method, grounded on reachability analysis and on Bayesian inference, to…
We consider a task of surveillance-evading path-planning in a continuous setting. An Evader strives to escape from a 2D domain while minimizing the risk of detection (and immediate capture). The probability of detection is path-dependent…
We formulate a discrete-time Bayesian stochastic volatility model for high-frequency stock-market data that directly accounts for microstructure noise, and outline a Markov chain Monte Carlo algorithm for parameter estimation. The methods…
We give an overview of time-continuous pedestrian models with a focus on data-driven modelling. Starting from pioneer, reactive force-based models we move forward to modern, active pedestrian models with sophisticated collision-avoidance…
Methods to extract information from the tracking of mobile objects/particles have broad interest in biological and physical sciences. Techniques based on simple criteria of proximity in time-consecutive snapshots are useful to identify the…
The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…
We propose a flexible nonparametric Bayesian modelling framework for multivariate time series of count data based on tensor factorisations. Our models can be viewed as infinite state space Markov chains of known maximal order with…
Analysing non-Gaussian spatial-temporal data requires introducing spatial as well as temporal dependence in generalised linear models through the link function of an exponential family distribution. Unlike in Gaussian likelihoods, inference…
In this paper, we model dependence between operational risks by allowing risk profiles to evolve stochastically in time and to be dependent. This allows for a flexible correlation structure where the dependence between frequencies of…
Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…
The application of the Markov chain to modeling agricultural succession is well known. In most cases, the main problem is the inference of the model, i.e. the estimation of the transition matrix. In this work we present methods to estimate…
Mathematical models of cognition are often memoryless and ignore potential fluctuations of their parameters. However, human cognition is inherently dynamic. Thus, we propose to augment mechanistic cognitive models with a temporal dimension…